+19.6%
TMO vs CHWY
-11.7%
+31.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.4% |
| 7D | -0.6% | -13.6% | +13.0% | +0.6% |
| 30D | +1.1% | -8.5% | +9.7% | +1.8% |
| 3M | +28.3% | +8.9% | +19.4% | +26.8% |
| 6M | +23.3% | -20.5% | +43.7% | +25.2% |
| YTD | +5.5% | -38.2% | +43.6% | +8.9% |
| 1Y | +24.5% | -43.3% | +67.8% | +29.1% |
| 3Y | +19.6% | -8.5% | +28.1% | +16.7% |
| All | +19.6% | -11.7% | +31.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling